CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	0.6397	5.02
$α$	0.1652	8.23
$β$	0.7130	24.11
$γ_{1}$	-0.1736	-3.63
$γ_{2}$	0.2374	3.53
$γ_{3}$	-0.0988	-2.67
$γ_{4}$	0.0730	2.45
$γ_{5}$	-0.0675	-2.44
$γ_{6}$	0.0487	1.52
$γ_{7}$	-0.0232	-0.61
$γ_{8}$	-0.0318	-0.69
$γ_{9}$	0.0962	0.96

V-Lab

Ercros SA Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.89% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ercros SA Analyses